From the text alone, it is unlikely that Henry Higgins is in love with Eliza Doolitte. An actor could choose to incorporate romantic interest into the role if so desired, but judging by Higgins's personality, behavior, and dialogue, it is more likely that he views Eliza in a wholly platonic way.
Higgins never once appears to consider Eliza as a potential romantic partner. He is focused on winning the bet. However, he does become fond of Eliza in his own way. In act 5, he makes his sentiments most clear, telling Eliza that he has "grown accustomed" to her. When Eliza retorts that he can always listen to his records of her speaking since they don't have any feelings to be hurt, he replies, "I can't turn your soul on." When asked why she should stay with him when he might cast her out of the house if she does not do what he wants, Higgins replies, "Yes; and you may walk out tomorrow if I don't do everything you want me to do." He nearly views them as equal partners, even playmates of a sort, judging from the way he speaks about their relationship.
Most telling is when Eliza despairs in act 5 that she has nowhere else to go. Higgins suggests that he can adopt her as his daughter or that she can marry Colonel Pickering. He never once offers himself up as a marriage partner, even though that might have been the ideal time to do so. As a result, it appears Higgins says exactly what he means: he's a "confirmed old bachelor" who likes Eliza but has no interest in her beyond platonic relations.